Essays about: "bank stock returns"

Showing result 1 - 5 of 34 essays containing the words bank stock returns.

  1. 1. An Empirical Study of Monetary Policy Transmission Through Floating Rate Corporate Debt

    University essay from Göteborgs universitet/Graduate School

    Keywords : Monetary policy surprise; Monetary policy transmission; Cash flow channel; Fed; Federal Open Market Committee; Forward guidance; SEC filings; Hedging; Bank Debt; Floating rate debt;

    Abstract : Considering the contemporary shift in the interest rate regime and the high levels of corporate debt in the US market, we show that monetary policy surprises have an impact on stock returns. This impact is dominated by a surprise in Fed forward guidance. READ MORE

  2. 2. Banking sector performance amid crisis : A study on the impact of quantitative easing on bank stock returns in the US during COVID-19

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Barbara Eyram Ephraim; [2023]
    Keywords : bank performance; bank stock returns; monetary policy; quantitative easing;

    Abstract : It is widely accepted that banks are one of the most significant financial intermediaries in any economy, facilitating the flow of capital between savers and borrowers. While this may be the case in many advanced economies, including the US, little research has been done on how the quantitative easing (QE) program of central banks affects bank performance. READ MORE

  3. 3. Impact of Inflation on Return and Pricing of Swedish Bank Stocks : A Fama-French Analysis on Monthly Stock Returns and Pricing of Handelsbanken, Swedbank, SEB and Nordea

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Carl Westerberg; Elvin Rolder; [2023]
    Keywords : Asset Pricing Theory; CAPM; Carhart; Fama-French; Fama-Macbeth; Inflation; NII;

    Abstract : This study explores the influence of inflation on the monthly total stock returns and stock pricing of Swedish banks. The research question is systematically examined througha cross sectional and time series analysis, utilizing Fama-French, Carhart, and Fama-Macbeth metodologies. READ MORE

  4. 4. Unraveling the Impact: An Event Study of the Swedish Stock Market Reactions to the Riksbank's Monetary Policy Announcements

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jakob Linder; Jakob Strömholm Sontagh; [2023]
    Keywords : The Riksbank; Monetary Policy; Spillover Effects; Monetary Policy Announcements; Efficient Market Hypothesis;

    Abstract : This study investigates the impact of the Riksbank's monetary policy announcements on Swedish equity returns. Using a methodology developed by Kuttner (2001) and Fransson and Tysklind (2016) we distinguish between expected and unexpected changes to the Riksbank rate and study how the components affect equity prices. READ MORE

  5. 5. The Sensitivity of Banks' Stock Returns to the interest rate risk and exchange rate risk: A Case Study of Germany and South Africa

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Priscilla Yayra Kpoti-Mayor; Rutendo Yvonne Musimwa; [2022]
    Keywords : Bank s Stock Returns Interest rate Exchange Rate Germany South Africa; Business and Economics;

    Abstract : The purpose of this paper is to interrogate the single and joint effect interest and exchange rate movements have on banks’ stock returns. This study also aims to compare the volatility of the banks’ stock returns for countries in different markets using both the short and long-term interest rate and the respective exchange rates. READ MORE